Testing for Linear Trend with Application to Relative Primary Commodity Prices

DOI10.1111/1467-9892.00321zbMath1036.62082OpenAlexW3121941250MaRDI QIDQ4455669

Paul Newbold, Tony Rayner, Stephan Pfaffenzeller, Tae-Hwan Kim

Publication date: 16 March 2004

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/1467-9892.00321

zbMATH Keywords

simulationtime-seriesVogelsang test

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Parametric hypothesis testing (62F03) Microeconomic theory (price theory and economic markets) (91B24)

Related Items (4)

Multivariate trend function testing with mixed stationary and integrated disturbances ⋮ Evaluation of Linear Trend Tests Using Resampling Techniques ⋮ Unnamed Item ⋮ TESTING FOR TREND

Cites Work

• Testing for trends in correlated data

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